To each their own but I think the important thing is to remember your situation, circumstances and maybe think a little into the future and how it will affect the child.
For example - I love French and Italian names but without the appropriate surname to go with it there are very few I would use for a child of mine. Take David & Victoria Beckham for example. To my mind there is absolutely nothing wrong with the name Brooklyn, what is all wrong is that it is publicly known why the child has been named Brooklyn and he will have to deal with that in the future. And as for Romeo, again a lovely name but to me Romeo Beckham just doesn't do justice to the name - maybe that's just me.
My little sister has a very Irish name, but then she has a very Irish surname to go with it and she lives in Ireland where although it isn't a hugely common name, people know how to pronounce it. Take her out of Ireland and people have no clue and end up butchering her name and saying what a silly name it is.
I have a running joke with my boyfriend that if we ever have a girl we will call her Polly and if we really fancied jumping on the weird name train we would call a child Deep, Empty, Trouser - my boyfriends surname is Pockett :\